VP Quant Strategist – Cross-Asset Risk Premia Research

J.P. Morgan; City Of London; On-site; GBP 90,000 - 120,000; Full time

Job summary

A global financial institution in London is seeking a Vice President Quantitative Strategist for their Global Research team. The ideal candidate will lead innovative research in cross-asset risk premia strategies and will need a Master's or Ph.D. degree along with strong quantitative and coding skills, particularly in Python. This role involves collaboration with internal teams and external clients, making communication skills essential.

Qualifications

• Master’s or Ph.D. degree in a quantitative subject.
• Previous experience in research or structuring department of an investment bank or relevant buy-side experience.
• In-depth knowledge of machine learning and big data.

Responsibilities

• Conduct innovative research in cross-asset risk premia strategies.
• Contribute to research publications focused on systematic strategies.
• Present research findings to external clients.

Skills

Strong quantitative skills

Analytical mindset

Excellent coding skills in Python

Strong communication skills

Team-player attitude

Education

Master’s or Ph.D. degree in a quantitative subject

Tools

Machine learning knowledge

Big data knowledge

Job description

A global financial institution in London is seeking a Vice President Quantitative Strategist for their Global Research team. The ideal candidate will lead innovative research in cross-asset risk premia strategies and will need a Master's or Ph.D. degree along with strong quantitative and coding skills, particularly in Python. This role involves collaboration with internal teams and external clients, making communication skills essential.